-91.3%
AMIX vs PENG
+73.0%
-164.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -23.0% | +17.4% | +7.3% |
| 7D | -25.5% | -36.7% | +11.2% | -5.6% |
| 30D | -56.2% | -42.0% | -14.2% | -43.6% |
| 3M | -87.4% | -33.2% | -54.2% | -86.0% |
| 6M | -80.9% | +2.1% | -83.0% | -79.7% |
| YTD | -86.8% | +90.3% | -177.1% | -88.5% |
| 1Y | -91.3% | +67.7% | -159.0% | -92.1% |
| All | -91.3% | +73.0% | -164.3% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling